-3.1%
BSX vs PEG
+35.4%
-38.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | -8.2% | -0.9% | -7.3% | -7.9% |
| 30D | -15.8% | -2.8% | -13.1% | -15.0% |
| 3M | -10.8% | -6.9% | -3.9% | -8.5% |
| 6M | -38.4% | -11.4% | -27.0% | -35.7% |
| YTD | -54.8% | -7.4% | -47.4% | -53.6% |
| 1Y | -59.0% | -8.3% | -50.8% | -57.9% |
| 3Y | -20.0% | +31.5% | -51.5% | -29.3% |
| 5Y | -3.1% | +38.0% | -41.0% | -17.1% |
| All | -3.1% | +35.4% | -38.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling